+53.3%
VALE vs CRL
+37.9%
+15.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.0% |
| 30D | +8.8% | +5.0% | +3.8% | +8.1% |
| 3M | +6.8% | +50.6% | -43.8% | +0.7% |
| 6M | +6.9% | +60.9% | -54.0% | -0.8% |
| YTD | +22.8% | +40.7% | -17.9% | +15.9% |
| 1Y | +61.3% | +73.3% | -12.1% | +46.9% |
| 3Y | +53.3% | +40.6% | +12.7% | +43.4% |
| All | +53.3% | +37.9% | +15.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling